-10.8%
TTWO vs APA
+94.6%
-105.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.1% |
| 7D | -8.8% | +0.5% | -9.3% | -8.8% |
| 30D | -8.6% | +23.4% | -32.0% | -7.7% |
| 3M | -0.9% | +12.7% | -13.6% | -0.2% |
| 6M | -0.5% | +39.4% | -39.9% | +0.4% |
| YTD | -16.1% | +79.0% | -95.1% | -14.2% |
| 1Y | -10.8% | +88.8% | -99.6% | -8.0% |
| All | -10.8% | +94.6% | -105.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling